That's how it's supposed to work. As far as I know the torrents are added and then the connection is cleanly closed. Are your torrents not being added? If not are you sure their not being excluded by other rules?

A look at your log would be more helpful. I can't see anything wrong with your config, although it doesn't help that with flexget there's like 20 different ways to accomplish the same thing so I could easily be missing something in your config because I do things very different in mine.